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type_genre:"Article in journal"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Asymmetric information"
~subject:"Volatility"
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Asymmetric information
Volatility
Theorie
566
Theory
566
Portfolio selection
145
Portfolio-Management
145
Stochastic process
116
Stochastischer Prozess
116
Option pricing theory
103
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103
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76
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International journal of theoretical and applied finance
Journal of economic theory
224
Economics letters
191
Journal of banking & finance
159
Economic theory : official journal of the Society for the Advancement of Economic Theory
148
Journal of financial economics
131
Journal of econometrics
129
The review of financial studies
120
Games and economic behavior
115
Economic modelling
112
Finance research letters
108
Journal of economic dynamics & control
104
Journal of empirical finance
99
Journal of economic behavior & organization : JEBO
92
International review of economics & finance : IREF
85
The journal of finance : the journal of the American Finance Association
81
European economic review : EER
79
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79
Mathematical finance : an international journal of mathematics, statistics and financial theory
75
The American economic review
75
International journal of forecasting
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
74
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
73
Journal of international money and finance
73
International review of financial analysis
72
Applied economics
68
The review of economic studies
68
Journal of monetary economics
67
The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
63
The Rand journal of economics
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Applied economics letters
60
Energy economics
60
European journal of operational research : EJOR
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International economic review
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International journal of industrial organization
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Econometric reviews
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ECONIS (ZBW)
84
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1
Portfolio insurance under rough volatility and Volterra processes
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012807860
Saved in:
2
Insider trading with temporary price impact
Barger, Weston
;
Donnelly, Ryan
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012650316
Saved in:
3
Volatility inference and return dependencies in stochastic volatility models
Pfante, Oliver
;
Bertschinger, Nils
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-44
Persistent link: https://www.econbiz.de/10012019759
Saved in:
4
Global and regional risks in currency returns
Rendon, Jairo A.
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012183303
Saved in:
5
Drawdown measures and return moments
Möller, Philipp M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011957033
Saved in:
6
Heterogeneity in risk preferences leads to stochastic volatility
Leisen, Dietmar
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011926621
Saved in:
7
Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
Saved in:
8
The evaluation of multiple year gas sales agreement with regime switching
Chiarella, Carl
;
Clewlow, Les
;
Kang, Boda
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011453874
Saved in:
9
The stress-dependent random walk
Gremm, Martin
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011419399
Saved in:
10
CVA with wrong way risk : sensitivities, volatility and hedging
El Hajjaji, Omar
;
Subbotin, Alexander
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403747
Saved in:
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